CME Swiss Franc Future March 2017
| Trading Metrics calculated at close of trading on 21-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2016 |
21-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0316 |
1.0358 |
0.0042 |
0.4% |
1.0396 |
| High |
1.0343 |
1.0389 |
0.0046 |
0.4% |
1.0404 |
| Low |
1.0300 |
1.0293 |
-0.0007 |
-0.1% |
1.0299 |
| Close |
1.0316 |
1.0358 |
0.0042 |
0.4% |
1.0299 |
| Range |
0.0043 |
0.0096 |
0.0053 |
123.3% |
0.0105 |
| ATR |
0.0049 |
0.0053 |
0.0003 |
6.8% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0635 |
1.0592 |
1.0411 |
|
| R3 |
1.0539 |
1.0496 |
1.0384 |
|
| R2 |
1.0443 |
1.0443 |
1.0376 |
|
| R1 |
1.0400 |
1.0400 |
1.0367 |
1.0406 |
| PP |
1.0347 |
1.0347 |
1.0347 |
1.0350 |
| S1 |
1.0304 |
1.0304 |
1.0349 |
1.0310 |
| S2 |
1.0251 |
1.0251 |
1.0340 |
|
| S3 |
1.0155 |
1.0208 |
1.0332 |
|
| S4 |
1.0059 |
1.0112 |
1.0305 |
|
|
| Weekly Pivots for week ending 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0649 |
1.0579 |
1.0357 |
|
| R3 |
1.0544 |
1.0474 |
1.0328 |
|
| R2 |
1.0439 |
1.0439 |
1.0318 |
|
| R1 |
1.0369 |
1.0369 |
1.0309 |
1.0352 |
| PP |
1.0334 |
1.0334 |
1.0334 |
1.0325 |
| S1 |
1.0264 |
1.0264 |
1.0289 |
1.0247 |
| S2 |
1.0229 |
1.0229 |
1.0280 |
|
| S3 |
1.0124 |
1.0159 |
1.0270 |
|
| S4 |
1.0019 |
1.0054 |
1.0241 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0797 |
|
2.618 |
1.0640 |
|
1.618 |
1.0544 |
|
1.000 |
1.0485 |
|
0.618 |
1.0448 |
|
HIGH |
1.0389 |
|
0.618 |
1.0352 |
|
0.500 |
1.0341 |
|
0.382 |
1.0330 |
|
LOW |
1.0293 |
|
0.618 |
1.0234 |
|
1.000 |
1.0197 |
|
1.618 |
1.0138 |
|
2.618 |
1.0042 |
|
4.250 |
0.9885 |
|
|
| Fisher Pivots for day following 21-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0352 |
1.0352 |
| PP |
1.0347 |
1.0347 |
| S1 |
1.0341 |
1.0341 |
|